So I did end up photographing the Macy's 4th July Fireworks show. They were set up on 6 barges on the Hudson River with NYC in the background. Since this was my first fireworks shoot, there were lessons learned:

1. Avoid the crowd
2. Invest in Telephoto lens
3. Make sure that when the show will start, that the local authorities won't switch on super-bright lights on the crowd. I have no idea why they did that!?